I think that you need to have the library with 3D Models linked with their components.
(SchLib + PcbLib -> LibPkg)
Perhaps, it's false, I don't try that, but I should.
Did you check the origins on the components when after importing them into SW PCB? I know when I have imported some .stp files it puts the components (connectors mainly) through the board. So I then have to either adjust he 3d model in solidworks or there are commands on the tool bar. More specifically when you have the .pcblib open of that part, in the tools tab there is a 3D body placement on the toolbar. That is where you can adjust it without have to open the model and adjust the origin of the part.
P.S. Hopefully that was helpful. I am currently using Solidworks PCB 2018
If I add the original library with the STEP models in them I can update from the library to the PCB document and after that all the footprints are as before. Correct height and model.